-34.7%
GFS vs GME
-52.7%
+18.0%
-61.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | GME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | +3.9% | +2.3% | +5.8% |
| 7D | -7.8% | +3.7% | -11.5% | -8.2% |
| 30D | -19.7% | +2.2% | -21.9% | -19.9% |
| 3M | -23.1% | +30.6% | -53.7% | -25.4% |
| 6M | -46.4% | -0.2% | -46.2% | -46.6% |
| YTD | +11.0% | +25.1% | -14.1% | +7.5% |
| 1Y | +12.6% | +17.7% | -5.0% | +9.8% |
| 3Y | -24.9% | +85.7% | -110.6% | -42.6% |
| All | -34.7% | -52.7% | +18.0% | -42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside GME.
Daily Out/Under-Performance
Portfolio return minus GME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded GME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling